That was the first one it was featured in, but the first episode it was heard in was "Buster Baxter, Cat Saver", which was the first half of the same episode.

For some reason, in the chapter book adaptation of "Buster Baxter, Cat Saver", the part with Crazy Bus was kept in the story. It played no importance to the story, and "Play It Again, D.W." was never made into a chapter book.